+160.4%
FLEX vs EWT
+452.2%
-291.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.9% | +0.7% | +1.2% |
| 7D | -19.3% | -11.7% | -7.6% | -9.8% |
| 30D | -41.5% | -23.2% | -18.3% | -25.7% |
| 3M | -43.1% | -12.5% | -30.6% | -35.2% |
| 6M | -48.2% | -5.9% | -42.3% | -44.0% |
| YTD | +15.5% | +40.5% | -25.0% | -10.1% |
| 1Y | +10.2% | +43.7% | -33.5% | -15.6% |
| 3Y | +256.8% | +136.6% | +120.2% | +81.7% |
| 5Y | +408.2% | +105.1% | +303.1% | +191.9% |
| 10Y | +580.9% | +387.0% | +193.9% | +102.1% |
| All | +160.4% | +452.2% | -291.8% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling